The Chain Rule of Calculus
http://tutorial.math.lamar.edu/Classes/CalcI/ChainRule.aspx

Yes you should understand backprop by Andrej Karpathy
https://medium.com/@karpathy/yes-you-should-understand-backprop-e2f06eab496b

The Matrix Cookbook
https://www.math.uwaterloo.ca/~hwolkowi/matrixcookbook.pdf

Rumelhart, D. E., Hinton, G. E., and Williams, R. J. (1986) Learning representations by back-propagating errors.
https://www.iro.umontreal.ca/~vincentp/ift3395/lectures/backprop_old.pdf